+1,119.4%
ARES vs CF
+242.6%
+876.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -3.5% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | +13.6% | +2.2% | +11.4% | +12.8% |
| 3M | -3.3% | +2.1% | -5.4% | -4.3% |
| 6M | +11.0% | -6.5% | +17.5% | +10.9% |
| YTD | -14.4% | +55.6% | -70.0% | -25.2% |
| 1Y | -9.1% | +42.3% | -51.4% | -19.1% |
| 3Y | +37.1% | +55.7% | -18.6% | +17.0% |
| 5Y | +83.3% | +122.4% | -39.1% | +37.9% |
| 10Y | +1,201.6% | +568.5% | +633.0% | +658.9% |
| All | +1,119.4% | +242.6% | +876.7% | +642.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling